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~institution:"Deutsche Bundesbank"
~institution:"OECD"
~person:"Döpke, Jörg"
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Germany
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Ex ante predictability of stock returns
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Real-time data
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VAR
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business cycles
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inflation
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output gap
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performance of investment strategies
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Döpke, Jörg
Koetter, Michael
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4
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Winter, Heike
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Discussion Paper Series 1: Economic Studies
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Real-time data and business cycle analysis in
Germany
Döpke, Jörg
-
Deutsche Bundesbank
-
2004
This paper examines the consequences of using "real-time" data for business cycle analysis in
Germany
based on a novel …
Persistent link: https://www.econbiz.de/10005083158
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2
Real-time macroeconomic data and ex ante predictability of stock returns
Döpke, Jörg
;
Hartmann, Daniel
;
Pierdzioch, Christian
-
Deutsche Bundesbank
-
2006
We report results on the ex ante predictability of monthly excess stock returns in
Germany
using real-time and revised …
Persistent link: https://www.econbiz.de/10005083182
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